Sanchez was in inspired form for the reigning champions to help Olympic to consecutive wins for only the second time this season.
It appeared as if Marconi were on their way to another high scoring performance when Anthony Frangie gave the home side the lead inside two minutes.
However, Sanchez struck back immediately for Olympic before finding the back of the net again midway through the second half to give his side the lead.
Nikola Kuleski wrapped up the result in the dying stages with a sublime free-kick to condemn Marconi to their first defeat in over a month.
After the game, Sydney Olympic coach Abbas Saad was delighted with the consecutive wins.
“It was a magnificent effort,” he said.
“They are a tough team to beat but you have to bring the right attitude because they are very well coached. You have to run with them, you have to battle with them but we know our football and we have the ammunition to beat any team.”
When asked about Alejandro Sanchez, he said: “Yes, he is special but he is a striker and he is there to score goals.
“You have to credit all the boys because without the other 10 players, he is not going to score. They worked hard for him today and they made chances for him today, but I thought defensively, we were superb.”